Stable Lévy motion with inverse Gaussian subordinator

DOI10.1016/J.PHYSA.2017.04.097zbMATH Open1495.60017OpenAlexW2609476784MaRDI QIDQ2147665FDOQ2147665

Arun Kumar, Agnieszka Wyłomańska, Janusz Gajda

Publication date: 20 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2017.04.097

zbMATH Keywords

estimationsubordinationinverse Gaussian processstable Lévy motion

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Brownian motion (60J65)

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Cited In (2)

• The pre-history of econophysics and the history of economics: Boltzmann versus the marginalists
• Fractional Lévy stable motion time-changed by gamma subordinator

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